EBA欧洲银行-SI_5493001BABFV7P27OW30_TR_2016_13页_1mb

报告摘要

2016 EU-wide Transparency Exercise Summary

Core Information

Bank Name: NOVA LJUBLJANSKA BANKA D.D., LJUBLJANA
LEI Code: 5493001BABFV7P27OW30
Country Code: SI (Slovenia)

Own Funds (Transitional Period)

Item	Description	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
A	Own Funds	1,283	1,280
A.1	CET1 Capital (net of deductions)	1,283	1,280
A.1.1	Capital instruments eligible as CET1 Capital	1,071	1,071
A.1.2	Retained earnings	247	247
A.1.3	Accumulated other comprehensive income	16	18
A.1.4	Other Reserves	14	14
A.1.5	Funds for general banking risk	0	0
A.1.6	Minority interest given recognition in CET1 capital	0	0
A.1.7	Adjustments to CET1 due to prudential filters	-1	0
A.1.8	Intangible assets (including Goodwill)	-39	-36
A.1.9	DTAs that rely on future profitability	-7	-6
A.1.10	IRB shortfall of credit risk adjustments to expected losses	0	0
A.1.11	Defined benefit pension fund assets	0	0
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0
A.1.13	Excess deduction from ATI items over ATI Capital	-24	-14
A.1.14	Deductions related to assets with 1.250% risk weight	0	0
A.1.15	Holdings of CET1 capital instruments of financial sector entities (no significant investment)	0	0
A.1.16	Deductible DTAs that rely on future profitability	0	0
A.1.17	Holdings of CET1 capital instruments of financial sector entities (significant investment)	0	0
A.1.18	Amount exceeding 17.65% threshold	0	0
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	-3
A.1.21	Transitional adjustments	7	-11
A.1.21.1	Transitional adjustments due to grandfathered CET1 instruments	0	0
A.1.21.2	Transitional adjustments due to additional minority interests	0	0
A.1.21.3	Other transitional adjustments to CET1 Capital	7	-11
A.2	Additional Tier 1 Capital	0	0
A.2.1	Additional Tier 1 Capital instruments	0	0
A.2.2	Excess deduction from T2 items over T2 capital	0	0
A.2.3	Other Additional Tier 1 Capital components and deductions	24	14
A.2.4	Additional Tier 1 transitional adjustments	-24	-14
A.3	Tier 1 Capital	1,283	1,280
A.4	Tier 2 Capital	0	0
A.4.1	Tier 2 Capital instruments	0	0
A.4.2	Other Tier 2 Capital components and deductions	0	0
A.4.3	Tier 2 transitional adjustments	0	0

Capital Ratios (Transitional Period)

Item	Description	As of 31/12/2015 (%)	As of 30/06/2016 (%)
C.1	CET1 Capital Ratio	16.19%	16.56%
C.2	Tier 1 Capital Ratio	16.19%	16.56%
C.3	Total Capital Ratio	16.19%	16.56%

Fully Loaded CET1 Capital

Item	Description	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
D	CET1 Capital (fully loaded)	1,300	1,305
E	CET1 Capital Ratio (fully loaded)	16.45%	16.93%

Risk Exposure Amounts

Type	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
Credit Risk	6,850	6,724
Securitisation and re-securitisation (Banking book)	0	0
Contributions to default fund of a CCP	0	0
Other credit risk	6,850	6,724
Market risk (foreign exchange and commodities)	137	113
Total Risk Exposure Amount	7,927	7,730

P&L (Profit and Loss)

Item	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
Interest Income	447	196
Of which: Debt Securities Income	84	34
Of which: Loans and Advances Income	351	156
Interest Expenses	104	38
Of which: Deposits Expenses	78	26
Of which: Debt Securities Issued Expenses	10	5
Net Fee and Commission Income	137	66
Gains or (-) losses on derecognition of financial assets and liabilities (not measured at fair value through profit or loss)	10	14
Gains or (-) losses on financial assets and liabilities held for trading	-19	3
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss	0	0
Gains or (-) losses from hedge accounting	0	0
Exchange differences	12	1
Net other operating income/(expenses)	1	2
Total Operating Income, Net	485	243
Administrative expenses	267	129
Depreciation	32	14
Provisions or (-) reversal of provisions	0	-4
Commitments and guarantees given	-10	-8
Other provisions	10	3
Of which: Pending legal issues and tax litigation	7	-
Of which: Restructuring	0	-
Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	70	25
Of which: Loans and receivables	66	25
Of which: Held to maturity investments, AFS assets and financial assets measured at cost	5	0
Impairment or (-) reversal of impairment on investments in subsidiaries, joint ventures and associates and on non-financial assets	17	1
Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations	-1	0
Profit or (-) loss before tax from continuing operations	99	83
Profit or (-) loss after tax from continuing operations	87	73
Profit or (-) loss after tax from discontinued operations	0	0
Profit or (-) loss for the year	87	73
Of which: Attributable to owners of the parent	83	71

Market Risk

Item	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
Traded Debt Instruments	69	46
Of which: General risk	23	18
Of which: Specific risk	46	29
Equities	0	0
Foreign exchange risk	68	67
Commodities risk	0	0
Total Market Risk	137	113

Credit Risk - Standardised Approach

Slovenia

Item	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
Original Exposure	14,836	14,866
Exposure Value	12,033	11,991
Risk exposure amount	6,850	6,724
Value adjustments and provisions	494	477

Macedonia

Item	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
Original Exposure	128	116
Exposure Value	128	116
Risk exposure amount	128	116
Value adjustments and provisions	211	213

Bosnia and Herzegovina

Item	As of 31/12/2015 (EUR mln)	As of 30/06/2016 (EUR mln)
Original Exposure	211	213
Exposure Value	211	213
Risk exposure amount	211	213
Value adjustments and provisions	211	213

Notes

The Original Exposure is reported before considering credit conversion factors or credit risk mitigation techniques.
The Total value adjustments and provisions per country of counterparty do not include securitisation exposures.
The Standardised Approach is used to calculate credit risk exposure.
The COREP CODE is used to identify the relevant capital components and ratios.

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